+855.0%
EXPE vs PH
+2,938.7%
-2,083.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.5% | -3.1% | -6.5% | -7.7% |
| 30D | -6.6% | -3.2% | -3.4% | -5.2% |
| 3M | +31.4% | +10.6% | +20.8% | +22.0% |
| 6M | +35.2% | -2.1% | +37.3% | +34.1% |
| YTD | +5.8% | +10.2% | -4.4% | -3.0% |
| 1Y | +38.7% | +28.2% | +10.4% | +15.0% |
| 3Y | +175.8% | +134.9% | +40.9% | +51.6% |
| 5Y | +111.8% | +253.6% | -141.8% | -11.4% |
| 10Y | +179.7% | +804.7% | -625.0% | -38.6% |
| All | +855.0% | +2,938.7% | -2,083.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling